How to cancel circle select mode by 'X' key instead of ESC key?
I believe you can't change the Escape keybinding, which is also used by many other operators.

But there are other (quicker) methods to exit circle selection.

From the manual:


  To cancel the selection use  RMB or key Esc or &#9166; Enter.



Press the  RMB.
If you're right-handed, awkwardly swivel your right thumb onto Numpad Enter.
If you have a programmable mouse, assign any of its buttons to &#9166; Enter or Escape, this would be a useful keybind anyway which is not wasted.